-10.2%
UL vs OTIS
-19.7%
+9.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | 0.0% |
| 7D | -3.4% | -3.0% | -0.4% | -2.4% |
| 30D | +0.5% | -6.0% | +6.5% | +2.6% |
| 3M | +7.2% | -0.9% | +8.1% | +7.5% |
| 6M | -3.1% | -17.3% | +14.3% | +2.7% |
| YTD | -2.7% | -19.6% | +16.8% | +3.2% |
| 1Y | -10.2% | -21.0% | +10.8% | -5.3% |
| All | -10.2% | -19.7% | +9.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling